Via the "Deep Space Network" - a network of many radio antenna on the Earth. It's signals are faint at that distance so you need giant "radio dishes" to receive them.
You can get an overview of all the communications going on with spacecraft at any time here:
So checking right now, one of the radio telescopes is receiving data from Rosetta, as you might expect. And it even tells you which antenna is receiving the data. At the time of writing this answer, Rosetta is communicating with Earth via this one in the Goldstone network: